Daily equity derivatives report by tradeindia research 18 12 2017

Page 1

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MARKET WRAP

MARKET HIGHLIGHTS

➢ Vedanta jumps 5% after Credit Suisse initiates coverage with Outperform, sees 21% upside ➢ Deepak Fertilizers gains 4% after arbitration tribunal rejects claim of Rs 357 cr by GAIL ➢ 97 stocks hit fresh 52-week high on BSE; Bajaj Auto top Nifty gainer, JK Tyre up 8% ➢ Maruti Suzuki hits fresh record high; Citi raises target to Rs 10,600 on increase in EPS estimates ➢ HDFC Bank hits fresh record high, up nearly 3% ahead of board meet for fund raising ➢ Market Update: Vedanta, M&M top Nifty gainers, Future Cons jumps 8%; HDFC Bank, RIL most active

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Nifty FUTURe

1

2

RESISTANCE

10390.07

10423.53

SUPPORT

10333.07

10309.53

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Bank nifty FUTURE

1

2

RESISTANCE

25598.95

25669.90

SUPPORT

25448.10

25368.20

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Fii activities in F&O

FII DERIVATIVES STATISTICS FOR 15-December-2017

BUY

No. of contracts

OPEN INTEREST AT THE END OF THE DAY

SELL

Amt in Crores

No. of contracts

Amt in Crores

No. of contracts

Amt in Crores

INDEX FUTURES

33230

2680.34

32763

2769.99

181025

14648.50

INDEX OPTIONS

524904

43851.73

521242

43567.75

1259979

100467.93

STOCK FUTURES

113625

8008.76

105018

7377.86

1052903

73555.37

STOCK OPTIONS

80718

5739.60

81923

5834.87

69986

5078.23

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F&O GAINERS COMPANY NAME

LTP

PRE. CLOSE

CHANGE (RS)

CHANGE (%)

GSFC

142.25

135

+7.25

5.37

VEDL

298.85

284.55

+14.3

5.03

ESCORTS

694.7

662.45

+32.25

4.87

ADANIENT

155.7

148.55

+7.15

4.81

ICIL

111.85

107.45

+4.4

4.09

F&O LOSSERS COMPANY NAME TECHM

CURRENT 496.25

PRE. CLOSE 514.25

CHANGE (RS) -18

CHANGE (%) -3.5

CIPLA

575.2

590.45

-15.25

-2.58

TATACOMM

686

701.05

-15.05

-2.15

HEXAWARE

318.95

325.75

-6.8

-2.09

NHPC

28.25

28.75

-0.5

-1.74

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Call option most traded

Name

Curren t Price

Strik e Price

Max Traded Contract s

Put OI (All Strike Price)

Put Turnover % Change(Al l SP)

Put Contracts % Change(Al l SP)

% Chang e in OI (All SP)

S&P CNX NIFTY

10.40 10252.1 K

56027.8 201544 0 K

-2.43

-2.414

4.16

BANK NIFTY

26.00 25168.2 K

14107.6 29797 0 K

21.87

21.72

12.7

920

12692.0 9144 0 K

92.96

94.93

-2.81

1020

3561.00 3878 K

7.5

7.54

-6.474

410

16974.0 2723 0 K

12.65

13.26

0.793

Reliance Industries Ltd.

Infosys Ltd. Tata Motors Ltd.

921.5

1013.1

402.4

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put option Most traded

Name

Current Price

Strike Price

Max Traded Contracts

Put OI (All Strike Price)

Put Turnover % Change(All SP)

Put Contracts % Change(All SP)

% Change in OI (All SP)

10.20 10193 K

52569.78 221217 K

60.3

60.73

-0.771

BANK NIFTY

25.00 25000.3 K

10908.40 23047 K

42.05

42.71

5.57

Maruti Suzuki India Ltd.

9120.65

9000

2978 698.32 K

-4.91

-4.414

-9.019

1000

3256.20 2350 K

-10.522

-11.672

-3.279

680

4756.00 1769 K

-6.722

-4.751

5.5

S&P CNX NIFTY

Infosys Ltd.

Tata Steel Ltd.

1003.75

680.85

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